%% about
% this file generates Table 3: Term structure of bond yields and log excess holding period returns

clc
clear all
load run1a_baseline_sr.mat

%% print model implied values

% A. Yields, mean
fprintf('Nominal yields, mean:\n')
fprintf('%g\n',stats.nom_yld_mean)
fprintf('Real yields, mean:\n')
fprintf('%g\n',stats.real_yld_mean)

% B. Yields, volatility
fprintf('Nominal yields, volatility:\n')
fprintf('%g\n',stats.nom_yld_std)
fprintf('Real yields, volatility:\n')
fprintf('%g\n',stats.real_yld_std)

% C. Excess returns, mean
fprintf('Nominal excess returns, mean:\n')
fprintf('%g\n',100*stats.bond_risk_prem_nom_uncond)
fprintf('Real excess returns, mean:\n')
fprintf('%g\n',100*stats.bond_risk_prem_real_uncond)

% D. Excess returns, volatility
fprintf('Nominal excess returns, volatility:\n')
fprintf('%g\n',100*stats.bond_exret_nom_uncond_vol)
fprintf('Real excess returns, volatility:\n')
fprintf('%g\n',100*stats.bond_exret_real_uncond_vol)